一、学术研究领域：
【金融工程与风险管理】 金融期权、期货及衍生品； 银行信贷与信用风险；结构化金融产品与资产管理。
【数学】 现代概率论； 随机过程的理论与计算。

二、发表的学术论文

【金融期权与风险管理： 国际期刊】
[25] ShiyuSong, Guanying Wang & Yongjin Wang (2020),  Pricing Europeanoptions under a diffusion model with psychological barriers and leverageeffect, The European Journal of Finance, 26:12, 1184-1206,

[24] ShiyuSong, Yongjin Wang & Guangli Xu (2020) ,  On the probability of default in a market with price clustering and jumprisk,  Math. Finan. Econ., 14, 225–247.

[23]  KailinDing, Zhenyu Cui & Yongjin Wang (2020),  A Markov chainapproximation scheme for option pricing under skew diffusions,  QuantitativeFinance,  DOI: 10.1080/14697688.2020.1781235

[22]  Lijun Bo, Dan Tang and Yongjin Wang，Optimalinvestment of variance-swaps in jump-diffusion market with regime-switching，Journalof Economic Dynamics & Control, 2017, 83:175-197.

[21]  Shiyu Song and Yongjin Wang，Pricingdouble barrier options under a volatility regime-switching model withpsychological barriers, Review of Derivatives Research, 2017, 20(3):255-280.

[20]  Xiaoyang Zhuo, Guangli Xu and YongjinWang，Theissuer-pays business model and competitive rating market: rating network structure, TheJournal of Real Estate Finance and Economics, 2017, 55(2):216-241.

[19]  Xingchun Wang，Shiyu Song，Yongjin Wang,The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk, Journal of Futures Markets, 37(5), 499-521, 2017.
[18]  Guangli Xu，Shiyu Song，Yongjin Wang,  The Valuation of Options on Foreign Exchange Rate in a Target Zone, International Journal of Theoretical & Applied Finance,  19 (3), 2016.
[17] Xingchun Wang，Jianping Fu，Guanying Wang，Yongjin Wang,   Quadratic hedging strategies for volatility swaps, Finance Research Letters, 15:125-132, 2015.
[16] Xindan Li, Dan Tang, Yongjin Wang and  Xuewei Yang, Optimal processing rate and buffer size of a jump-diffusion processing system,  Annals of Operations Research,  217, 319-335，2014.  
[15] Xingchun Wang  and  Yongjin Wang, Hedging strategies for discretely monitored Asian options under Lévy processes,  J. Industrial Management Optimizations,  vol. 10, no. 4, 1209–1224，2014.
[14] Guanying Wang, Xingchun Wang and Yongjin Wang, Rare shock, two-factor stochastic volatility and currency option pricing,  Appl. Math. Finance,   vol.21, no. 1, 32–50，2014.  
[13] Xingchun Wang and  Yongjin Wang , Variance-optimal hedging for target volatility options, J. Industrial Management  Optimizations,  vol.10, no. 1, 207–218， 2014.  
[12] Lihui Tian, Guanying Wang, Xingchun Wang, Yongjin Wang, Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes,  Journal of Futures Markets,  vol.34, No. 10, 957-979，2014.
[11] Lijun Bo, Xindan Li , Yongjin Wang, Xuewei Yang , On the conditional default probability in a regulated market with jump risk,  Quantitative  Finance,   vol. 13, no. 12, 1967–1975， 2013.  
[10] Lijun Bo, Yongjin Wang  and  Xuewei Yang , Kernel-correlated Lévy field driven forward rate and application to derivative pricing,  Appl. Math. Optimizations,  68 (1) 21–41， 2013.
[9] Jianping Fu, Xingchun Wang and Yongjin Wang, Credit Spreads, Endogenous Bankruptcy and Liquidity Risk, Computational  Management Sciences, vol. 9, No. 4,  515--530, 2012.
[8] Lijun Bo,Yongjin Wang  and Xuewei Yang, Some integral functionals of reflected SDEs and theirs applications in finance,   Quantitative Finance, vol. 11, No. 3, 343—348, 2011.
[7] Qin Hu, Yongjin Wang and Xuewei Yang, The hitting time density for a reflected Brownian motion, Computational Economics , vol.40(1), 1-18, 2012.
[6] Dan Tang, Yongjin Wang and Yuzhen Zhou,   Counterparty risk for Credit Default Swap with States Related Default  Intensity Processes,  International Journal of Theoretical and Applied Finance, vol.14, No.8,  1335--1353, 2011.
[5] Lijun Bo, Yongjin Wang and Xuewei Yang, Derivative Pricing Based on the Exchange Rate in a Target Zone with Realignment,  International Journal of Theoretical and Applied Finance, vol. 14, No.6, 945-956, 2011.
[4] Lijun Bo, Yongjin Wang and Xuewei Yang, Markov-modulated jump-diffusions for currency option pricing, Insurance: Math. & Economics  , vol.46(3), 461–469, 2010.
[3] Lijun Bo, Dan Tang, Yongjin Wang and Xuewei Yang, On conditional default probability in a regulated market: a structural approach,  Quantitative Finance, vol.11, No.12, 1695-1702, 2011.
[2] Lijun Bo, Yongjin Wang, Xuewei Yang and Guannan Zhang, Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes, Journal of Statistical Planning and Inference , vol. 140, 588–596, 2010.
[1] Lijun Bo, Yongjin Wang  and Xuewei Yang,   An optimal portfolio problem in a defaultable market,  Advance  Appl. Probability, vol.42, 689-705, 2010.

【数学、概率论与随机过程】
[38]  Pingping Jiang, Bo Li & Yongjin Wang (2020),  Exit Times, Undershoots and Overshoots forReflected CIR Process with Two-Sided Jumps. Methodology and Computing inApplied Probability , 22, 693–710 .
[37]  Shiyu Song &Yongjin Wang (2020),  On first passagetimes of sticky reflecting diffusion processes with double exponentialjumps.  Journal of Applied Probability, 57(1), 221-236.
[36]  Suxin Wang, Yiming Jiang & Yongjin Wang (2020),  Stochasticpartial differential equation with reflection driven by fractional noises, Stochastics, 92:1, 46-66, 
[35]  Yiming Jiang,  Shiyu Song, Yongjin Wang.（2019), Some explicit results on one kind ofsticky diffusion， Journal of Applied Probability, 56(2): 398-415.

[34]  王永进, 徐光利, 宋世禹. 斜扩散过程的构造、性质及其应用 (2019), 中国科学:数学,  49(03):214-231.
[33] Yiming Jiang, Shiyu Song, and Yongjin Wang（2018），Pricing European vanillaoptions under a jump-to-default threshold diffusion model，Journal of Computationaland Applied Mathematics, 344: 438-456.
[32]  Lijun Bo，Yongjin Wang, The pricing of basket options: A weak convergence approach,   Operations Research Letters,Vol. 45,  119–125, 2017.
[31]Shiyu Song，Guangli Xu，Yongjin Wang,On first hitting times for skew CIR processes.  Methodology and Computing in Applied Probability, Vol. 18 , 169–180, 2016.
[30]  Shiyu Song，Suxin Wang，Yongjin Wang,First hitting times for doubly skewed Ornstein-Uhlenbeck processes, Statistics & Probability Letters, Vol.96 , 212-222, 2015.
[29] Suxin Wang，Shiyu Song，Yongjin Wang,Skew Ornstein-Uhlenbeck processes and their financial applications,  Journal of Computational & Applied Mathematics,  273 , 363–382, 2015.
[28] Lijun Bo, Yongjin Wang and Xuewei Yang, Stochastic portfolio optimization with default risk,  J. Math. Anal. And Appl. ,   vol.397(2), 467-480, 2013.
[27] Yiming Jiang, Xingchun Wang and Yongjin Wang, Stochastic wave equation of pure jumps: existence, uniqueness and invariant measures,  Nonlinear  Anal.,  vol.75(13), 5123-5138, 2012.
[26] Yiming Jiang, Xingchun Wang and Yongjin Wang, On a stochastic fractional partial differential equation with a fractional noise,  Stochastics,  vol.84(1), 21-36, 2012.
[25] Yongjin Wang, Yiming Jiang and Xinchunwang, On a stochastic heat equation with first order fractional noises and applications to finance,  J. Math. Anal. And Appl.,  vol.396(2), 656-669, 2012.
[24] Lijun Bo and Yongjin Wang, On a stochastic interacting model with stepping-stone noises,  Statistics and Probability Letter, vol.81(8), 1300-1305, 2011.
[23] Lijun Bo, Kehua Shi and Yongjin Wang,   Variational solutions of dissipative jump-type stochastic evolution equations,  J. Math. Anal. And Appl., vol.373(1)111–126, 2011.
[22] Lijun Bo,  Kehua Shi and Yongjin Wang,   Support theorem for a stochastic Cahn-Hilliard equation,  Electron J. Probab.,  vol.15, no. 17, 484–525, 2010.
[21] Dan Tang and Yongjin Wang, The stochastic wave equations driven by fractional and colored noises,  Acta Math. Sin. (Engl. Ser.), vol.26, no. 6, 1055–1070, 2010.
[20] Lijun Bo,  Kehua Shi and Yongjin Wang,   On a stochastic wave equation driven by a non-Gaussian Lévy process.  J. Theor. Probab.,  vol.23, no. 1, 328–343, 2010.
[19] Yiming Jiang, Kehua Shi and Yongjin Wang,   Large deviation principle for the fourth-order stochastic heat equations with fractional noise,  Acta. Math. Sin. (Engl. Ser.),  vol.26, no. 1,89–106, 2010.
[18] Yiming Jiang, Kehua Shi  and Yongjin Wang,  Stochastic fractional Anderson models with fractional noises.  Chinese Ann. Math. B.,  vol.31 , no. 1, 101–118, 2010.
[17] Kehua Shi  and  Yongjin Wang, On a stochastic fractional partial differential equation driven by a Lévy space-time white noise.  J. Math. Anal. And Appl.,  vol.364, no. 1, 119–129, 2010.
[16] Yongjin Wang, Xiaoyu Xing and Wei Zhang, The stationary distributions of two classes of reflected Ornstein-Uhlenbeck processes.  J. Appl. Prob.,  vol.46, no. 3,709–720, 2009.
[15] Yiming Jiang, Yongjin Wang, Self-intersection local times and collision local times of bifractional Brownian motions.  Sci. China Ser. A, vol.52, no. 9,1905–1919, 2009.
[14]  Yiming Jiang, Kehua Shi and Yongjin Wang, Large deviation for stochastic Cahn-Hilliard partial differential equations.  Acta Math. Sin. (Engl. Ser.) ,  vol.25 , no. 7,1157, 2009.
[13] Lijun Bo, Kehua Shi and Yongjin Wang, Approximating solutions of neutral stochastic evolution equations with jumps,  Sci. China Ser. A, vol.52, no. 5,895–907, 2009.
[12] Lijun Bo, Xueqiang Wang and Yongjin Wang, From Markov jump systems to two species competitive Lotka-Volterra equations with diffusion.  Acta. Math. Sin. (Engl. Ser.) , vol.25, no. 1, 157–170, 2009.
[11] Lijun Bo, Kehua Shi and Yongjin Wang, Jump type Cahn-Hilliard equations with fractional noises, Chinese  Ann. Math. B.,  vol.29, no. 6, 663–678, 2008.
[10] Lijun Bo, Yiming Jiang and Yongjin Wang, Stochastic Cahn-Hilliard equation with fractional noise,  Stochastics and Dynamics,  vol.18(4): 643-665, 2008.
[9] Lijun Bo, Yongjin Wang and Yiming Jiang, On a class of Stochastic Anderson Models with Fractional Noises, Stoch.  Anal. Appl., vol.26, 256-273, 2008.
[8] Lijun Bo, Dan Tang and Yongjin Wang, Explosive solutions of stochastic wave e quations with damping on R, J.  Differntial Equations.,  vol.244, 170-187, 2008.
[7] Lijun Bo, Liqing Yan and Yongjin Wang, Higher-order stochastic partial differential equations with branching noises, Frontiers of Mathematics in China, vol.3(1): 15-35, 2008.
[6] Lijun Bo, Kehua Shi and Yongjin Wang, On a nonlocal stochastic Kuramoto-Sivashinsky equation with jumps, Stoch. & Dyn., vol.7(4), 439-457, 2007.
[5] Juliang Yin and Yongjin Wang, Hilbert space-valued FB-SDEs with Poisson jumps and applications,  J. Math. Anal. Appl.,  vol.328(1), 438-451, 2007.
[4] Yiming Jiang and Yongjin Wang, On the collision local time of fractional Brownian motions,  Chinese. Ann. Math. Ser. B, vol.28, no. 3, 311-320, 2007.
[3] Bo L. J., Wang Y.J, Zhang, L. D, On the first passage times of reflected O-U processes with two-sided barriers, Queueing Syst.,  vol.54, no. 4, 313-316, 2006.
[2] Lijun Bo and Yongjin Wang, Stochastic Cahn-Hilliard partial differential equations with Lévy spacetime white noises, Stoch. & Dyn., vol.6, no. 2, 229-244, 2006.
[1] Y. S. Xing and Yongjin Wang, On the extinction of a class of population-size-dependent bisexual branching processes, J. Appl. Probab., vol.42, no. 1, 175-184, 2005.

【注：以上为2005年以后出版的论文列表】

一、学术研究基金：

（1）近期承担　
 国家自然科学基金面上项目：基于气候数据的O-U型SDE和SPDE的统计推断与天气期权定价
（主持  2026年1月--2029年12月， No. 12571515)　

国家自然科学基金重大计划项目：面向管理决策大数据分析的理论和方法 
（主持人 北京大学光华管理学院 陈松蹊院士， 2021年1月--2022年12月， No. 92046021)　

国家自然科学基金（数理学部）重点项目：受控过程的随即动态规划
（主持人 复旦大学数学科学学院 汤善健 教授， 2017年1月--2021年12月， No. 11631004)　

 国家自然科学基金（管理学部）重点项目：大数据驱动下的管理决策算法与模型 
（主持人 北京大学光华管理学院 陈松蹊院士， 2016年1月--2020年12月， No. 71532001)　

国家自然科学基金面上项目：　典型类随机过程的现代理论研究及其在信用风险研究中的应用　
（主持　2013年1月--2016年12月　　No. 11271203）

教育部重大科技计划项目：金融信用风险的量化研究　　
（主持　2009年1月--2011年12月， No. 309009 ）

国家自然科学基金面上项目：　超过程及其相关的SPDE研究　
（主持　2009年1月--2011年12月， No. 10871103）　

（2）曾先后承担
教育部国家留学回国人员基金、国家自然科学基金（青年项目）、国家自然科学基金（重点项目）等国家科研项目。
已经完成的研究项目包括：

1997,01--2001,12：国家自然科学重点基金项目（No. 19631060）
2002,01--2005,12：国家自然科学重点基金项目（No. 10131040）
2005,01--2007,12：国家自然科学基金项目（No. 10471003）
2007,01--2009,12：国家自然科学基金项目（No. 10671036） 等。

【商科】期货与期权；计量金融学；投资学。
（MBA） 衍生金融工具与风险管理，
（EMBA） 企业收益风险管理。
【数学】概率论； 随机分析（SDE与SPDE）。

中国金融工程学会常务理事； 中国期货业协会专家组成员；中国银行业协会风险管理专家组成员。

“做正确的事， 找一群正确的人， 用正确的方法把事情做正确” (James Simons)